US Treasury Auction Calendar
Oct-27 17:17By: Bill Sokolis
US Treasury/Agency Auction Calendar+ 3
Rounding out the week's Tsy supply, the 7Y auction tailed, as did the 2Y earlier in week, 5Y stopped through.
Tsys dip/pare gains slightly after $35B 7Y note auction (91282CFT3) tails: 4.027% high yield vs. 4.017% WI; 2.43x bid-to-cover vs. 2.57x last month.
- Indirect take-up: climbs to 63.17% vs. 62.49% prior
- Direct take-up: 22.72% vs. 24.66% prior
- Primary dealer take-up: 14.11% vs. last month's 12.85%
- The next 7Y auction is tentatively scheduled for November 22.
| Date | Time | Amt | Security | CUSIP, Yield |
| 27-Oct | 1130ET | $65B | 4W Bill | (912796YS2), 3.60% |
| 27-Oct | 1130ET | $55B | 8W Bill | (912796ZA0), 3.82% |
| 27-Oct | 1300ET | $35B | 7Y Note | (91282CFT3), 4.027% vs. 4.017% WI |
| 31-Oct | 1130ET | $57B | 13W Bill | (912796XT1) |
| 31-Oct | 1130ET | $45B | 26W Bill | (912796YW3) |
| 1-Nov | 1130ET | $34B | 52W Bill | (912796YT0) |
| 8-Nov | 1300ET | TBA | 3Y Note | 2-Nov |
| 9-Nov | 1300ET | TBA | 10Y Note | 2-Nov |
| 10-Nov | 1300ET | TBA | 30Y Bond | 2-Nov |
| 16-Nov | 1300ET | TBA | 20Y Bond | 10-Nov |
| 17-Nov | 1300ET | TBA | 10Y TIPS Re-open | 10-Nov |
| 21-Nov | 1130ET | TBA | 2Y Note | 17-Nov |
| 21-Nov | 1300ET | TBA | 5Y Note | 17-Nov |
| 22-Nov | 1130ET | TBA | 2Y Note FRN R/O | 17-Nov |
| 22-Nov | 1300ET | TBA | 7Y Note | 17-Nov |
| 12-Dec | 1130ET | TBA | 3Y Note | 8-Dec |
| 12-Dec | 1300ET | TBA | 10Y Note Reopen | 8-Dec |
| 13-Dec | 1300ET | TBA | 30Y Bond Reopen | 8-Dec |
| 21-Dec | 1300ET | TBA | 5Y TIPS Reopen | 15-Dec |
| 22-Dec | 1300ET | TBA | 20Y Bond Reopen | 15-Dec |
| 27-Dec | 1300ET | TBA | 2Y Note | 22-Dec |
| 28-Dec | 1130ET | TBA | 2Y Note FRN R/O | 22-Dec |
| 28-Dec | 1300ET | TBA | 5Y Note | 22-Dec |
| 29-Dec | 1300ET | TBA | 7Y Note | 22-Dec |
| 10-Jan | 1300ET | TBA | 3Y Note | 5-Jan |
| 11-Jan | 1300ET | TBA | 10Y Note Reopen | 5-Jan |
| 12-Jan | 1300ET | TBA | 30Y Bond Reopen | 5-Jan |
| 18-Jan | 1300ET | TBA | 20Y Bond Reopen | 12-Jan |
| 19-Jan | 1300ET | TBA | 10Y TIPS | 12-Jan |
| 24-Jan | 1300ET | TBA | 2Y Note | 19-Jan |
| 25-Jan | 1130ET | TBA | 2Y Note FRN | 19-Jan |
| 25-Jan | 1300ET | TBA | 5Y Note | 19-Jan |
| 26-Jan | 1300ET | TBA | 7Y Note | 19-Jan |
